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我国银行资本缓冲亲经济周期效应研究 被引量:1

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摘要 本文使用2004—2011年上市银行的动态面板数据模型对银行资本缓冲和经济周期的关系以及其他相关因素进行分析。研究结果表明,我国的银行体系总体资本缓冲呈现逆周期效应,其中国有控股银行的资本缓冲是逆周期的,而股份制银行的资本缓冲却是顺周期的。建立市场化资本补充的长效机制、根据经济周期动态管理资本缓冲和逆周期资本框架在我国银行所有制不同情况下分类实施是未来我国监管当局和商业银行需重点研究的方向。
作者 方文恪
出处 《中国物价》 2012年第11期41-44,共4页 China Price
基金 中国人民大学科学研究基金(中央高校基本科研业务费专项资金资助)项目成果(12XNH005+我国银行体系脆弱性分析)
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同被引文献16

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